On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
| Year of publication: |
2002-10
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|---|---|
| Authors: | Evstigneev, Igor V. ; Schürger, Klaus ; Taksar, Michael I. |
| Institutions: | University of Bonn, Germany |
| Subject: | no arbitrage criteria | portfolio constraints | supermartingale measures | bang-bang control |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 4 pages long |
| Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; D40 - Market Structure and Pricing. General |
| Source: |
Persistent link: https://www.econbiz.de/10004989640